BNP Paribas Call 20 ARRD 18.12.2026
/ DE000PC9WCL6
BNP Paribas Call 20 ARRD 18.12.20.../ DE000PC9WCL6 /
2024-06-17 6:21:10 PM |
Chg.+0.020 |
Bid6:53:20 PM |
Ask6:53:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.790EUR |
+0.35% |
5.820 Bid Size: 3,200 |
5.940 Ask Size: 3,200 |
ARCELORMITTAL S.A. N... |
20.00 EUR |
2026-12-18 |
Call |
Master data
WKN: |
PC9WCL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 EUR |
Maturity: |
2026-12-18 |
Issue date: |
2024-05-15 |
Last trading day: |
2026-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.53 |
Intrinsic value: |
3.54 |
Implied volatility: |
0.18 |
Historic volatility: |
0.25 |
Parity: |
3.54 |
Time value: |
2.35 |
Break-even: |
25.88 |
Moneyness: |
1.18 |
Premium: |
0.10 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.12 |
Spread %: |
2.08% |
Delta: |
0.85 |
Theta: |
0.00 |
Omega: |
3.39 |
Rho: |
0.35 |
Quote data
Open: |
5.790 |
High: |
5.810 |
Low: |
5.640 |
Previous Close: |
5.770 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.72% |
1 Month |
|
|
-25.67% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.870 |
5.770 |
1M High / 1M Low: |
7.800 |
5.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.302 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.121 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |